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Speed up plotting to MSWindows graphics window

Well, hard to know but it would help to know where all the time is going.
Usually people start complaining when VM thrashing is common but if you are
CPU limited you could try restricting the range of data you want to plot
rather than relying on the plot to just clip the largely irrelevant points
when you are zoomed in. It should not be too expensive to find the
limits either incrementally or with binary search on ordered time series. 
Presumably subsetting is fast using? foo[a:b,] 

One thing you may want to try for change of scale is wavelet? or
multi-resolution analysis. You can make a tree ( increasing memory usage
but even VM here may not be a big penalty if coherence is high ) and
display the resolution appropriate for the current scale.